Probability

Related Faculty

Bamdad Hosseini
Assistant Professor
Tim Leung
Boeing Endowed Professor
Director of Computational Finance and Risk Management Program
Tom Trogdon
Associate Professor

Related Research

E. Angelini and H. Qian. "Statistical analysis of random motion and energetic behavior of counting: Gibbs' theory revisited." J. Phys. Chem. B 2023, 127, 11, 2552–2564
Yang, Y.-J. and Cheng, Y.-C., "Potentials of continuous Markov processes and random perturbations" J. Phys. A: Math. Theor. 54 195001 (2021)
Yang, Y.-J., & Qian, H. Bivectorial Nonequilibrium Thermodynamics: Cycle Affinity, Vorticity Potential, and Onsager’s Principle. J Stat. Phys. 182, 46 (2021).
Yang, Y.-J. & Qian, H. Unified formalism for entropy production and fluctuation relations. Phys. Rev. E 101 , 022129 (2020)
Tim Leung and Marco Santoli (2016). Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation, Springer Briefs in Quantitative Finance, Springer, New York.
Tim Leung and Xin Li. (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company.
Tim Leung and Xin Li (2015). Optimal mean reversion trading with transaction costs and stop-loss exit, International Journal of Theoretical and Applied Finance 18 (03), 1550020